iBSC
Job Summary by the careerbalance.co.uk Team:
140Job Description:
- We can get 1 person each with FX/EQ Derivatives modelling or validation experience or both with one of them (FX or EQ)
- FX Derivatives Products – FX Forward, FX Options (Vanilla, Barrier), TARP
- Equity Derivative Products – EQ Forward, EQ Options (Vanilla, Multi-asset)
- Potential Future Exposure (PFE), Sensitivities (Delta, Vega, Curvature), Pricing Models for FX or/and Equity Derivative products, Diffusion Process (GBM), Volatility Smiles
- Strong Python expertise is a must
- Experience on FINCAD is nice to have
Location: London
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